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"On Exponential Utility and Conditional Value-at-Risk as Risk-Averse ..."
Kevin M. Smith, Margaret P. Chapman (2023)
- Kevin M. Smith, Margaret P. Chapman:
On Exponential Utility and Conditional Value-at-Risk as Risk-Averse Performance Criteria. IEEE Trans. Control. Syst. Technol. 31(6): 2555-2570 (2023)
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